Pages that link to "Item:Q1317253"
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The following pages link to A minimax-bias property of the least \(\alpha\)-quantile estimates (Q1317253):
Displaying 16 items.
- On the maximum bias functions of \(MM\)-estimates and constrained \(M\)-estimates of regression (Q997368) (← links)
- Stability under contamination of robust regression estimators based on differences of residuals. (Q1299423) (← links)
- Local and global robustness of regression estimators (Q1361608) (← links)
- Optimal locally robust M-estimates of regression (Q1378822) (← links)
- Bias robustness of three median-based regression estimates. (Q1429887) (← links)
- On the diversity of estimates. (Q1589460) (← links)
- Maximum bias curves for robust regression with non-elliptical regressors (Q1848860) (← links)
- A class of robust and fully efficient regression estimators (Q1848950) (← links)
- The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities (Q1882951) (← links)
- Positive-breakdown regression by minimizing nested scale estimators (Q1923438) (← links)
- Improving bias-robustness of regression estimates through projections (Q1974082) (← links)
- Least trimmed squares in nonlinear regression under dependence (Q2500649) (← links)
- High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
- On the explosion rate of maximum-bias functions (Q4223832) (← links)
- Quantile estimation for a selected normal population (Q4541697) (← links)
- Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (Q5146021) (← links)